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	Volterra square-root process: Stationarity and regularity of the law 期刊论文 Annals of Applied Probability,2024, 卷号: 34, 期号: 1 A, 页码: 318-356 作者: Friesen, Martin; Jin, Peng 收藏 \| 浏览/下载：19/0 \| 提交时间：2024/03/12 absolute continuity Affine Volterra processes limiting distributions mean-reversion square-root process Volterra integral equations
	Regularity of transition densities and ergodicity for affine jump-diffusions 期刊论文 Mathematische Nachrichten,2023, 卷号: 296, 期号: 3, 页码: 1117-1134 作者: Friesen, Martin; Jin, Peng; Kremer, Jonas; Rüdiger, Barbara 收藏 \| 浏览/下载：13/0 \| 提交时间：2023/04/18 affine processes exponential ergodicity strong Feller property total variation norm transition density
	Existence of densities for multi-type continuous-state branching processes with immigration 期刊论文 Stochastic Processes and their Applications,2020, 卷号: 130, 期号: 9, 页码: 5426-5452 作者: Friesen, Martin; Jin, Peng; Rüdiger, Barbara 收藏 \| 浏览/下载：12/0 \| 提交时间：2022/01/20 Affine processes Anisotropic Besov space Density Multi-type continuous-state branching processes with immigration
	First jump time in simulation of sampling trajectories of affine jump-diffusions driven by α-stable white noise 期刊论文 Communications on Pure and Applied Analysis,2020, 卷号: 19, 期号: 8, 页码: 4127-4142 作者: Song, Jiao; Wu, Jianglun; Huang, Fangzhou 收藏 \| 浏览/下载：6/0 \| 提交时间：2023/05/30 Affine coefficients Multivariate Lagrange interpolation Simulation Stochastic differential equations α-stable processes
	Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions 期刊论文 Mathematical and Computer Modelling,2013, 卷号: 57, 期号: 3-4, 页码: 570-583 作者: Wu, Jianglun; Yang, Wei 收藏 \| 浏览/下载：11/0 \| 提交时间：2023/05/30 Affine jump-diffusion processes Collateralised Debt Obligations (CDOs) Heavy tail dependence Intensity based model Lévy stable distributions